期刊
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
卷 64, 期 -, 页码 499-517出版社
BLACKWELL PUBL LTD
DOI: 10.1111/1467-9868.00347
关键词
false discovery rate; multiple testing; p-values; risk
We investigate the operating characteristics of the Benjamini-Hochberg false discovery rate procedure for multiple testing. This is a distribution-free method that controls the expected fraction of falsely rejected null hypotheses among those rejected. The paper provides a framework for understanding more about this procedure. We first study the asymptotic properties of the 'deciding point' D that determines the critical p-value. From this, we obtain explicit asymptotic expressions for a particular risk function. We introduce the dual notion of false non-rejections and we consider a risk function that combines the false discovery rate and false non-rejections. We also consider the optimal procedure with respect to a measure of conditional risk.
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